+1,737.4%
ULTA vs XME
+129.4%
+1,608.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -1.2% | +1.4% | -2.6% | -2.0% |
| 3M | +13.4% | +2.7% | +10.7% | +11.4% |
| 6M | -15.6% | +6.5% | -22.1% | -18.8% |
| YTD | -10.4% | +15.2% | -25.6% | -16.9% |
| 1Y | +5.5% | +43.5% | -38.1% | -11.1% |
| 3Y | +31.0% | +135.9% | -104.9% | -11.6% |
| 5Y | +41.8% | +181.5% | -139.6% | -13.6% |
| 10Y | +127.0% | +436.9% | -309.9% | +1.6% |
| All | +1,737.4% | +129.4% | +1,608.0% | +717.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling